+1,024.4%
VRT vs USFR
+20.5%
+1,003.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.6% |
| 7D | +13.6% | +0.1% | +13.6% | +13.5% |
| 30D | +6.8% | +0.3% | +6.4% | +6.3% |
| 3M | -3.2% | +1.0% | -4.2% | -4.8% |
| 6M | +20.3% | +1.9% | +18.4% | +15.1% |
| YTD | +79.6% | +2.7% | +76.9% | +66.2% |
| 1Y | +139.0% | +4.0% | +135.0% | +107.9% |
| 3Y | +644.6% | +14.0% | +630.6% | +308.7% |
| 5Y | +1,024.4% | +20.4% | +1,003.9% | +438.5% |
| All | +1,024.4% | +20.5% | +1,003.9% | +438.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling